Analysis and modificaton of Newton’s method for algebraic Riccati equations
From MaRDI portal
Publication:4396451
DOI10.1090/S0025-5718-98-00947-8zbMATH Open0903.65047OpenAlexW1977243335MaRDI QIDQ4396451FDOQ4396451
Publication date: 14 June 1998
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0025-5718-98-00947-8
Recommendations
- On a Newton-Like Method for Solving Algebraic Riccati Equations
- An improvement of the Newton method for solving symmetric algebraic Riccati equations
- Analysis of an iteration method for the algebraic Riccati equation
- Numerical Investigation of Newton’s Method for Solving Discrete-time Algebraic Riccati Equations
- scientific article
- Newton iterations for a non‐symmetric algebraic Riccati equation
- A modified Newton method for solving non-symmetric algebraic Riccati equations arising in transport theory
- A Fast Newton's Method for a Nonsymmetric Algebraic Riccati Equation
- Convergence analysis of Newton method without inversion for solving discrete algebraic Riccati equations
- A Numerical Method for a Generalized Algebraic Riccati Equation
Numerical computation of solutions to systems of equations (65H10) Matrix equations and identities (15A24)
Cites Work
- Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
- Title not available (Why is that?)
- Title not available (Why is that?)
- A Hessenberg-Schur method for the problem AX + XB= C
- The autonomous linear quadratic control problem. Theory and numerical solution
- An efficient Schur method to solve the stabilizing problem
- Title not available (Why is that?)
- Matrix quadratic equations
- A Shamanskii-Like Acceleration Scheme for Nonlinear Equations at Singular Roots
- Newton’s Method at Singular Points. II
- Convergence Acceleration for Newton’s Method at Singular Points
- On Newton’s Method for Singular Problems
- Monotonicity of maximal solutions of algebraic Riccati equations
- On Hermitian Solutions of the Symmetric Algebraic Riccati Equation
- Convergence Rates for Newton’s Method at Singular Points
- An exact line search method for solving generalized continuous-time algebraic Riccati equations
- A New Acceleration Method for Newton’s Method at Singular Points
- Title not available (Why is that?)
Cited In (30)
- Lur'e equations and even matrix pencils
- Existence and uniqueness of contractive solutions of some Riccati equations
- On the local convergence of a quasi-Newton method for solving matrix polynomial equations
- Low-rank approximate solutions to large-scale differential matrix Riccati equations
- On a Newton-Like Method for Solving Algebraic Riccati Equations
- Nonlinear Least-Squares Approach for Large-Scale Algebraic Riccati Equations
- The double deflating technique for irreducible singular M-matrix algebraic Riccati equations in the critical case
- Title not available (Why is that?)
- Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction
- On iterative methods for the quadratic matrix equation with \(M\)-matrix
- On inexact Newton methods based on doubling iteration scheme for symmetric algebraic Riccati equations
- Newton's method for solving cross-coupled sign-indefinite algebraic Riccati equations for weakly coupled large-scale systems
- Solution of a nonsymmetric algebraic Riccati equation from a two-dimensional transport model
- Solving symmetric algebraic Riccati equations with high order iterative schemes
- Newton's method for concave operators with resolvent positive derivatives in ordered Banach spaces
- Convergence analysis of the Newton-Shamanskii method for a nonsymmetric algebraic Riccati equation
- Structured doubling algorithms for weakly stabilizing Hermitian solutions of algebraic Riccati equations
- Local convergence analysis of conjugate gradient methods for solving algebraic Riccati equations
- Adaptive optimal control for continuous-time linear systems based on policy iteration
- A new class of complex nonsymmetric algebraic Riccati equations with its ω-comparison matrix being an irreducible singular M-matrix
- A Newton-like approximation algorithm for the steady-state solution of the riccati equation for time-varying systems
- Inexact Newton's method with inner implicit preconditioning for algebraic Riccati equations
- Low-rank approximation to the solution of a nonsymmetric algebraic Riccati equation from transport theory
- Incremental Newton's iterative algorithm for optimal control of Itô stochastic systems
- Efficient methods for solving a nonsymmetric algebraic Riccati equation arising in stochastic fluid models
- The palindromic generalized eigenvalue problem \(A^{*}x=\lambda Ax\): Numerical solution and applications
- Convergence of pure and relaxed Newton methods for solving a matrix polynomial equation arising in stochastic models
- A class of iterative methods for solving nonsymmetric algebraic Riccati equations arising in transport theory
- A generalized negative imaginary lemma and Riccati-based static state-feedback negative imaginary synthesis
- On the Riccati equations
Uses Software
This page was built for publication: Analysis and modificaton of Newton’s method for algebraic Riccati equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4396451)
